//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
subject:"Bankenaufsicht"
subject:"World"
~accessRights:"restricted"
~person:"Hurlin, Christophe"
~person:"Kumar, Dilip"
~person:"Müller, Fernanda Maria"
~subject:"Risk measure"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Risk management"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Bankenaufsicht
World
Risk measure
Risikomanagement
15
Risk management
15
Risikomaß
11
Theorie
10
Theory
10
Portfolio selection
7
Portfolio-Management
7
Risiko
7
Risk
7
Measurement
5
Messung
5
Volatility
5
Volatilität
5
Systemic risk
4
Systemrisiko
4
ARCH model
3
ARCH-Modell
3
Ausreißer
3
Bank risk
3
Bankrisiko
3
Capital income
3
Credit risk
3
Estimation
3
Extreme value volatility estimator
3
Forecasting model
3
Kapitaleinkommen
3
Kreditrisiko
3
Outliers
3
Prognoseverfahren
3
Schätzung
3
Value-at-risk
3
Welt
3
Asymmetry
2
Financial crisis
2
Financial services
2
Finanzdienstleistung
2
Finanzkrise
2
Spillover effect
2
more ...
less ...
Online availability
All
Undetermined
Free
2
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Hurlin, Christophe
Kumar, Dilip
Müller, Fernanda Maria
Wang, Ruodu
14
Hammoudeh, Shawkat
9
Cai, Jun
7
Mao, Tiantian
7
Mensi, Walid
7
Embrechts, Paul
6
Ji, Qiang
6
Naeem, Muhammad Abubakr
6
Righi, Marcelo Brutti
6
Al-Yahyaee, Khamis Hamed
5
Boonen, Tim J.
5
Brandtner, Mario
5
Chaudhry, Sajid M.
5
Härdle, Wolfgang
5
Kang, Sang Hoon
5
Li, Jianping
5
Mitic, Peter
5
Rüschendorf, Ludger
5
Shahzad, Syed Jawad Hussain
5
Tan, Ken Seng
5
Acharya, Viral V.
4
Bernard, Carole
4
Farkas, Walter
4
Gozgor, Giray
4
Guillén, Montserrat
4
Islamaj, Ergys
4
Karmakar, Madhusudan
4
Kose, M. Ayhan
4
Liu, Fangda
4
Liu, Haiyan
4
Mora-Valencia, Andrés
4
Müllner, Jakob
4
Qazi, Abroon
4
Tiwari, Aviral Kumar
4
Ur Rehman, Mobeen
4
Vanduffel, Steven
4
Wang, Gang-Jin
4
more ...
less ...
Published in...
All
ASTIN bulletin : the journal of the International Actuarial Association
1
Computational economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
European journal of operational research : EJOR
1
Global business review
1
International review of economics & finance : IREF
1
Journal of financial intermediation
1
Journal of forecasting
1
Journal of quantitative economics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Studies in economics and finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of prediction markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Backtesting marginal expected shortfall and related systemic risk measures
Banulescu-Radu, Denisa
;
Hurlin, Christophe
;
Leymarie, …
- In:
Management science : journal of the Institute for …
67
(
2021
)
9
,
pp. 5730-5754
Persistent link: https://www.econbiz.de/10012650157
Saved in:
2
A description of the COVID-19 outbreak role in financial risk forecasting
Müller, Fernanda Maria
;
Santos, Samuel Solgon
;
Righi, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-35
Persistent link: https://www.econbiz.de/10014483439
Saved in:
3
Range-based risk measures and their applications
Righi, Marcelo Brutti
;
Müller, Fernanda Maria
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
3
,
pp. 636-657
Persistent link: https://www.econbiz.de/10014342970
Saved in:
4
Deviation-based model risk measures
Berkhouch, Mohammed
;
Müller, Fernanda Maria
;
Lakhnati, …
- In:
Computational economics
59
(
2022
)
2
,
pp. 527-547
Persistent link: https://www.econbiz.de/10013169017
Saved in:
5
Risk measure index tracking model
Sant'Anna, Leonardo Riegel
;
Righi, Marcelo Brutti
; …
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 361-383
Persistent link: https://www.econbiz.de/10013342032
Saved in:
6
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
7
Value-at-risk in the presence of structural breaks using unbiased extreme value volatility estimator
Kumar, Dilip
- In:
Journal of quantitative economics
18
(
2020
)
3
,
pp. 587-610
Persistent link: https://www.econbiz.de/10012418856
Saved in:
8
Pitfalls in systemic-risk scoring
Benoit, Sylvain
;
Hurlin, Christophe
;
Pérignon, Christophe
- In:
Journal of financial intermediation
38
(
2019
),
pp. 19-44
Persistent link: https://www.econbiz.de/10012269638
Saved in:
9
Loss functions for Loss Given Default model comparison
Hurlin, Christophe
;
Leymarie, Jérémy
;
Patin, Antoine
- In:
European journal of operational research : EJOR
268
(
2018
)
1
,
pp. 348-360
Persistent link: https://www.econbiz.de/10011813102
Saved in:
10
A study of risk spillover in the crude oil and the natural gas markets
Kumar, Dilip
- In:
Global business review
18
(
2017
)
6
,
pp. 1465-1477
Persistent link: https://www.econbiz.de/10011800026
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->